Fund Overview
ETF
ICICI Prudential Nifty Alpha Low - Volatility 30 ETF
Ticker: ALPL30IETFUnderlying Index: Nifty Alpha Low Volatility 30ISIN: INF109KC17V7
27.781.17% (1Y)
End of Day NAV as on Jul 24, 2026
Fundamentals
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 Companies |
| Market Cap Focus | Large & Mid Cap |
| Std Deviation (1 yr) | 0.82% |
| P/E | 46.37 |
| P/B | 10.33 |
| Div Yield | 0.82% |
| Down from 52w High | 3.26% |
| Up from 52w Low | 14.10% |
| Asset Type | Equity |
| Underlying Index Type | Strategy Index |
| No. of Companies | 30 |
| Market Cap Focus | Large & Mid Cap |
| P/E | 46.37 |
| P/B | 10.33 |
| Div Yield | 0.82% |
| Down from 52w High | 3.26% |
| Up from 52w Low | 14.10% |
| Std Deviation (1 yr) | 0.82% |
Fund Parameters
| AUM (Cr) | 1,482 |
| Base Expense Ratio | 0.36% |
| Tracking Error | 0.01% |
| All-In-Cost | 0.38% |
| Inception Date | 12 Aug 2020 |
| Scheme Option - Type | Growth - Open ended scheme |
| Latest Price | 27.75 |
| NAV Gap | -0.12% |
| 1M Average NAV Gap | 0.01% |
| Daily Volume | 2,19,332 |
| 1M Average Daily Volume | 5,47,369 |
| 1M Average Daily Turnover (Cr) | 1.5 |
Native Score
| AUM (Cr) | 1,482 |
| Base Expense Ratio | 0.36% |
| Tracking Error | 0.01% |
| All-In-Cost | 0.38% |
| Inception Date | 12 Aug 2020 |
| Scheme Option - Type | Growth - Open ended scheme |
| ETF Market Data | |
| Latest Price | 27.75 |
| NAV Gap | -0.12% |
| 1M Avg NAV Gap | 0.01% |
| Daily Volume | 2,19,332 |
| 1M Avg Daily Volume | 5,47,369 |
| 1M Avg Daily Turnover | 1.5 |
| Native Score | |
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Sectoral Allocation
Fund Holdings
Market Cap Classification
Advanced Ratios
| Alpha | -0.00 |
| Beta | 1.00 |
| Sharpe Ratio | -0.02 |
| Sortino Ratio | -0.04 |
| Treynor Ratio | -0.02 |
| Information Ratio | -0.19 |
| Upside Capture | 99.52% |
| Downside Capture | 100.19% |
Index Methodology
| Factor Basis | Multifactor |
| What universe selected from? | Nifty 100, Nifty MidCap 50 |
| Weightage? | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
| Factor Basis | Multifactor |
| Universe | Nifty 100, Nifty MidCap 50 |
| Weightage | Factor Weighted - based on Wtd Avg. of Factor Z-Scores ; Max Weight per stock = 5% |
| Stocks Included | Top 30 stocks based on Wtd. Average Percentile Score.This score is computed as an equal weighted average of factor scores of the following scores: 1) Alpha Score: Z-Score of {Alpha = Rs - [Rf-Beta [Rm-Rf])}, where Rs=avg daily return of stock over last yr, Rm = avg daliy return of Nifty over the last year; Beta= beta of the stock calcualted over previous month period. 2) Low-Volatility Score: Z-Score based on the inverse of Std. deviation based on previous 1-year prices returns. 3) Factor Scores: Factor Score = (1+ Average Z score) if Average Z score >0 1/ (1-Average Z score) if Average Z score < 0 |
| Exclusions | Constituents moving out of the Nifty 100 & Nifty MidCap 50 index; Constituent rank based on average percentile score falls below 50; suspension, delisting or scheme of arrangement |
Fund • Last updated: 7/26/2026